Costationarity of Locally Stationary Time Series Using costat

Article English OPEN
Cardinali, Alessandro ; Nason, Guy P. (2013)
  • Publisher: Foundation for Open Access Statistics
  • Journal: Journal of Statistical Software (issn: 1548-7660)
  • Related identifiers: doi: 10.18637/jss.v055.i01
  • Subject: HA1-4737 | Statistics

This article describes the R package costat. This package enables a user to (i) perform a test for time series stationarity; (ii) compute and plot time-localized autocovariances, and (iii) to determine and explore any costationary relationship between two locally statio... View more
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